(∂V/∂T)P is the amount of work done.
If we consider this amount of work done, in Cp, i.e, at constant pressure heat is absorbed and work is done, not only to increase the temperature of the gas (or the Substance) but also to increase the volume of the gas (Which, isn't constant here) which includes increasing both potential energies of the molecules and doing work against outside pressure, if any.For Cv, the whole of the energy spent and work done in terms of increase in volume is absent as this is done at constant volume. thus less work in done here. Hence, for gases, Cp>Cv.
P.S:Mayer's Relation
Mayer derived a relation between specific heat at constant pressure and the specific heat at constant volume for an ideal gas. The relation is:

Since isothermal compressibility
is positive for all phases and the square of thermal expansion coefficient
is a positive quantity or zero, the specific heat at constant-pressure is always greater than or equal to specific heat at constant-volume.